Salomon, S., Purshouse, R.C., Giagkiozis, I. et al. (1 more author) (2016) A Toolkit for Generating Scalable Stochastic Multiobjective Test Problems. In: Proceedings of the 2016 on Genetic and Evolutionary Computation Conference. GECCO 2016, 20-24 Jul 2016, Denver, Colorado. ACM , pp. 597-604. ISBN 978-1-4503-4206-3
Abstract
Real-world optimization problems typically include uncertainties over various aspects of the problem formulation. Some existing algorithms are designed to cope with stochastic multiobjective optimization problems, but in order to benchmark them, a proper framework still needs to be established. This paper presents a novel toolkit that generates scalable, stochastic, multiobjective optimization problems. A stochastic problem is generated by transforming the objective vectors of a given deterministic test problem into random vectors. All random objective vectors are bounded by the feasible objective space, defined by the deterministic problem. Therefore, the global solution for the deterministic problem can also serve as a reference for the stochastic problem. A simple parametric distribution for the random objective vector is defined in a radial coordinate system, allowing for direct control over the dual challenges of convergence towards the true Pareto front and diversity across the front. An example for a stochastic test problem, generated by the toolkit, is provided.
Metadata
Item Type: | Proceedings Paper |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2016 ACM. This is an author produced version of a paper subsequently published in Proceedings of the Genetic and Evolutionary Computation Conference 2016. Uploaded in accordance with the publisher's self-archiving policy. |
Dates: |
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Institution: | The University of Sheffield |
Academic Units: | The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Automatic Control and Systems Engineering (Sheffield) |
Funding Information: | Funder Grant number ENGINEERING AND PHYSICAL SCIENCE RESEARCH COUNCIL (EPSRC) EP/L025760/1 |
Depositing User: | Symplectic Sheffield |
Date Deposited: | 15 Aug 2016 14:19 |
Last Modified: | 23 Dec 2022 00:45 |
Published Version: | http://dx.doi.org/10.1145/2908812.2908873 |
Status: | Published |
Publisher: | ACM |
Refereed: | Yes |
Identification Number: | 10.1145/2908812.2908873 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:103598 |